Positionscore will do it for you.
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From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx] On
Behalf Of Herman
Sent: Monday, April
16, 2007 10:39 AM
To: _AmiBroker
Subject: [amibroker]
Placing orders for only the highest scored tickers
I have a portfolio system that trades n tickers
from a N100 WatchList, however the trades are intraday LMT orders and I
cannot know beforehand which tickers will give me a
trade.
To prevent me from having to place 100 sets of
orders I want to only place orders for the n top-scored tickers. The
score would rank my tickers on probability of getting a trade based on
past performance. This may cause me to trade a partial portfolio at
times but that is OK.
Would anybody know how to go about this in a simple
way, i.e without resorting to OLE or the custom Backtester?
herman
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